RcppArmadillo-package

R and Armadillo Integration

Armadillo

Armadillo is a C++ linear algebra library, aiming towards a good
balance between speed and ease of use. It provides efficient classes for vectors, matrices and cubes, as well
as many functions which operate on the classes (eg. contiguous and
non-contiguous submatrix views). Various matrix decompositions are provided, and an automatic
expression evaluator (via template meta-programming) combines several
operations to increase efficiency. The syntax (API) is deliberately similar to Matlab. It is useful for
algorithm development directly in C++, or quick conversion of research
code into production environments. Armadillo has been primarily developed at NICTA (Australia) by Conrad
Sanderson, with contributions from around the world.

RcppArmadillo

RcppArmadillo acts as a bridge between Rcpp and Armadillo,
allowing the programmer to write code using Armadillo classes that integrate
seemlessly with R via Rcpp.

Using RcppArmadillo

The simplest way to get started is to create a skeleton of a package
using RcppArmadillo. This can be done conveniently by the
RcppArmadillo.package.skeleton
function. The important steps are

Include the RcppArmadillo.h header file, which also includes
armadillo.h.

Import Rcpp, and LinkingTo Rcpp and RcppArmadillo by adding these lines to
the DESCRIPTION file:

Imports: Rcpp (>= 0.11.0)
LinkingTo: Rcpp, RcppArmadillo

Link against the BLAS and LAPACK libraries, by adding this line
in the Makevars and Makevars.win files: